Non-Myopic Equity Premium Prediction

This repository contains:

1. code: The jupyter notebook for gathering data, building models, and analyzing the results. The jupyter notebook is contained in the experiment folder. The module folder contains supporting functions written in .py file for data, models, and analysis.

2. data: The economica data and market data used for prediction. This folder also contains the output .csv file of the expiriment results.

3. documnet: The supplementary documentation for the expiriment.

4. log: The log information for the RL training process.

5. picture: The figure output for the expiriment.